The Saudi-led coalition carried out air strikes on the defence ministry in Yemen's rebel-held capital Sanaa late Friday, witnesses and rebel media said, leaving at least three civilians wounded.

The Huthi rebel media outlet Al-Masirah reported two air strikes targeting the defence ministry. One of the strikes hit a residential area near the ministry, witnesses said.

"I was sitting at home and heard the first strike hit the ministry of defence. Everyone was afraid. Minutes later, another strike hit my neighbour's house," resident Mohammed Aatif said.

"My entire house shook," said Aatif, who fled with his family from the neighbourhood.

He said the strike destroyed his neighbour's house, leaving an enormous crater, and damaged others.

Witnesses said the number of casualties may rise as wounded are pulled from the rubble.

The coalition has targeted the defence ministry in the past, leaving it heavily damaged, but the fresh strikes come as tensions ratchet up between Saudi Arabia and its rival Iran, which backs the Huthi rebels.

Saudi Arabia and its allies intervened in neighbouring Yemen in March 2015 with the stated aim of rolling back Huthi rebel gains and restoring the government of President Abedrabbo Mansour Hadi to power.

The conflict has left more than 8,650 people dead, including many civilians, and the Huthis continue to control the capital Sanaa and much of Yemen's north.

The coalition shut down Yemen's borders earlier this week after Saudi forces on Saturday intercepted a ballistic missile fired by the Huthis near the Riyadh airport.

The rebels have threatened additional attacks on Saudi Arabia and its coalition partner the United Arab Emirates in response to the blockade.

The United Nations said on Friday that the coalition is still blocking desperately needed UN aid deliveries to Yemen despite the re-opening of the Yemeni port of Aden and also a land border crossing.

This week, UN aid chief Mark Lowcock warned the Security Council that, unless the blockade was lifted, Yemen would face "the largest famine the world has seen for many decades, with millions of victims".

The world body has listed Yemen as the world's number one humanitarian crisis, with 17 million people in need of food, seven million of whom are at risk of famine.

More than 2,000 Yemenis have died in a cholera outbreak now affecting nearly one million people.